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This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random…

Data Structures and Algorithms · Computer Science 2013-04-09 Jérémie Lumbroso

Pseudorandom values are often generated as 64-bit binary words. These random words need to be converted into ranged values without statistical bias. We present an efficient algorithm to generate multiple independent uniformly-random bounded…

Data Structures and Algorithms · Computer Science 2025-04-08 Nevin Brackett-Rozinsky , Daniel Lemire

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang

The method of random projections has become very popular for large-scale applications in statistical learning, information retrieval, bio-informatics and other applications. Using a well-designed coding scheme for the projected data, which…

Machine Learning · Computer Science 2013-08-12 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava

An algoritm for the simulation of the 3--dimensional random field Ising model with a binary distribution of the random fields is presented. It uses multi-spin coding and simulates 64 physically different systems simultaneously. On one…

High Energy Physics - Lattice · Physics 2009-10-22 H. Rieger

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

This article introduces an algorithm, MergeShuffle, which is an extremely efficient algorithm to generate random permutations (or to randomly permute an existing array). It is easy to implement, runs in $n\log_2 n + O(1)$ time, is in-place,…

Data Structures and Algorithms · Computer Science 2015-08-14 Axel Bacher , Olivier Bodini , Alexandros Hollender , Jérémie Lumbroso

This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we…

Computation · Statistics 2020-07-03 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

In this work it is shown how 128 bit SSE2 multimedia extension registers, present in Pentium IV class 32 bit processors, may be used to generate random numbers at several times greater speed then when regular general purpose registers are…

Computational Physics · Physics 2007-05-23 Borko D. Stosic

Fast secure random number generation is essential for high-speed encrypted communication, and is the backbone of information security. Generation of truly random numbers depends on the intrinsic randomness of the process used and is usually…

Quantum Physics · Physics 2019-05-15 Ben Haylock , Daniel Peace , Francesco Lenzini , Christian Weedbrook , Mirko Lobino

High dimensional correlated binary data arise in many areas, such as observed genetic variations in biomedical research. Data simulation can help researchers evaluate efficiency and explore properties of different computational and…

Methodology · Statistics 2020-07-29 Wei Jiang , Shuang Song , Lin Hou , Hongyu Zhao

In this paper we give a fast algorithm to generate all partitions of a positive integer $n$. Integer partitions may be encoded as either ascending or descending compositions for the purposes of systematic generation. It is known that the…

Combinatorics · Mathematics 2019-03-27 Mircea Merca

In simulations, probabilistic algorithms and statistical tests, we often generate random integers in an interval (e.g., [0,s)). For example, random integers in an interval are essential to the Fisher-Yates random shuffle. Consequently,…

Data Structures and Algorithms · Computer Science 2019-06-10 Daniel Lemire

Markov-chain Monte Carlo algorithms rely on trial moves that are either rejected or accepted based on certain criteria. Here, we provide an efficient algorithm to generate random rotation matrices in four dimensions (4D) covering an…

Computational Physics · Physics 2023-02-14 Jakob Tómas Bullerjahn , Balázs Fábián , Gerhard Hummer

A pair of complementary algorithms are presented. One of the pair is a fast method for connecting graphs with an edge. The other is a fast method for removing edges from a graph. Both algorithms employ the same tree based graph…

Data Structures and Algorithms · Computer Science 2009-11-13 Michael J. Lee

Probabilistic programming languages (PPLs) are expressive means for creating and reasoning about probabilistic models. Unfortunately hybrid probabilistic programs, involving both continuous and discrete structures, are not well supported by…

Programming Languages · Computer Science 2024-06-25 Poorva Garg , Steven Holtzen , Guy Van den Broeck , Todd Millstein

Randomisation is a critical tool in designing distributed systems. The common coin primitive, enabling the system members to agree on an unpredictable random number, has proven to be particularly useful. We observe, however, that it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-25 Luciano Freitas , Petr Kuznetsov , Andrei Tonkikh

In this paper, we present a universal scheme for transforming an arbitrary algorithm for biased 2-face coins to generate random bits from the general source of an m-sided die, hence enabling the application of existing algorithms to general…

Information Theory · Computer Science 2012-09-05 Hongchao Zhou , Jehoshua Bruck

Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

Numerical Analysis · Mathematics 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

We describe a high-speed physical random number generator based on a hybrid Boolean network with autonomous and clocked logic gates, realized on a reconfigurable chip. The autonomous logic gates are arranged in a bidirectional ring topology…

Chaotic Dynamics · Physics 2013-04-30 David P. Rosin , Damien Rontani , Daniel J. Gauthier
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